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sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance covariance matrices, two procedures, and for unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures. References: Dutilleul P. (1999) <doi:10.1080/00949659908811970>, Manceur AM, Dutilleul P. (2013) <doi:10.1016/j.cam.2012.09.017>, and Manceur AM, Dutilleul P. (2013) <doi:10.1016/j.spl.2012.10.020>.
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Package details |
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| Author | Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph] |
| Maintainer | Timothy Schwinghamer <timothy.schwinghamer@AGR.GC.CA> |
| License | MIT + file LICENSE |
| Version | 0.3.2 |
| Package repository | View on CRAN |
| Installation |
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